BNP Paribas Call 55 WDC 17.01.2025
/ DE000PC4Y630
BNP Paribas Call 55 WDC 17.01.202.../ DE000PC4Y630 /
| 14/10/2024 10:20:56 |
Chg.+0.030 |
Bid10:31:16 |
Ask10:31:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
+2.65% |
1.160
Bid Size: 24,400 |
1.180
Ask Size: 24,400 |
Western Digital Corp... |
55.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
PC4Y63 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Western Digital Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
09/02/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.35 |
| Parity: |
0.90 |
| Time value: |
0.26 |
| Break-even: |
61.95 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.87% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
4.03 |
| Rho: |
0.09 |
Quote data
| Open: |
1.150 |
| High: |
1.160 |
| Low: |
1.150 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.08% |
| 1 Month |
|
|
-3.33% |
| 3 Months |
|
|
-53.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
1.090 |
| 1M High / 1M Low: |
1.590 |
1.090 |
| 6M High / 6M Low: |
2.670 |
0.810 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.731 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.94% |
| Volatility 6M: |
|
128.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
